+186.8%
COLO vs VT
+617.8%
-431.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | -3.6% | -3.1% | -0.5% | -1.3% |
| 3M | -0.8% | -3.5% | +2.7% | +1.9% |
| 6M | +26.1% | +0.5% | +25.6% | +25.5% |
| YTD | +32.0% | +10.8% | +21.2% | +21.5% |
| 1Y | +32.0% | +11.9% | +20.1% | +20.5% |
| 3Y | +172.4% | +73.0% | +99.4% | +75.1% |
| 5Y | +119.8% | +58.6% | +61.2% | +49.8% |
| 10Y | +119.6% | +219.2% | -99.5% | -11.4% |
| All | +186.8% | +617.8% | -431.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling